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WTED.DE vs. 5MVL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WTED.DE vs. 5MVL.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE).

WTED.DE and 5MVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTED.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets SmallCap Dividend. It was launched on Nov 19, 2014. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018. Both WTED.DE and 5MVL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WTED.DE vs. 5MVL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). The values are adjusted to include any dividend payments, if applicable.

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WTED.DE vs. 5MVL.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF		5.22%6.41%8.49%15.78%-5.53%21.90%15.73%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		12.62%27.25%21.00%14.58%-10.54%13.07%16.49%

Returns By Period

In the year-to-date period, WTED.DE achieves a 5.22% return, which is significantly lower than 5MVL.DE's 12.62% return.

WTED.DE

1D
1.46%
1M
-3.93%
YTD
5.22%
6M
6.82%
1Y
16.58%
3Y*
11.02%
5Y*
7.65%
10Y*
—

5MVL.DE

1D
-1.11%
1M
-1.54%
YTD
12.62%
6M
22.31%
1Y
42.36%
3Y*
24.34%
5Y*
11.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Emerging Markets SmallCap Dividend UCITS ETF

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

Often compared with WTED.DE:
WTED.DE vs. AVEEWTED.DE vs. AVDVWTED.DE vs. WTEI.DEWTED.DE vs. EMXC.DEWTED.DE vs. ESRI.DEWTED.DE vs. EUNY.DEWTED.DE vs. SPYV.DE
Often compared with 5MVL.DE:
5MVL.DE vs. IS3N.DE5MVL.DE vs. EMIM.L5MVL.DE vs. AVEM5MVL.DE vs. SPY5MVL.DE vs. AVES5MVL.DE vs. ISAC.L5MVL.DE vs. CSPX.L

WTED.DE vs. 5MVL.DE - Expense Ratio Comparison

WTED.DE has a 0.54% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.

WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

Return for Risk

WTED.DE vs. 5MVL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTED.DE
WTED.DE Risk / Return Rank: 5656
Overall Rank
WTED.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WTED.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WTED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
WTED.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
WTED.DE Martin Ratio Rank: 6565
Martin Ratio Rank
5MVL.DE
5MVL.DE Risk / Return Rank: 9393
Overall Rank
5MVL.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
5MVL.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
5MVL.DE Omega Ratio Rank: 9090
Omega Ratio Rank
5MVL.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
5MVL.DE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTED.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

WTED.DE5MVL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.99

2.17

-1.18

Sortino ratio

Return per unit of downside risk

1.37

2.73

-1.36

Omega ratio

Gain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratio

Return relative to maximum drawdown

1.83

5.12

-3.29

Martin ratio

Return relative to average drawdown

7.58

16.85

-9.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTED.DE vs. 5MVL.DE - Sharpe Ratio Comparison

The current WTED.DE Sharpe Ratio is 0.99, which is lower than the 5MVL.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of WTED.DE and 5MVL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WTED.DE5MVL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.17

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.71

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.65

+0.20

Correlation

The correlation between WTED.DE and 5MVL.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WTED.DE vs. 5MVL.DE - Dividend Comparison

WTED.DE's dividend yield for the trailing twelve months is around 2.88%, while 5MVL.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF		2.88%2.95%4.72%3.50%4.17%2.79%3.04%0.00%0.00%0.00%0.00%0.00%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTED.DE vs. 5MVL.DE - Drawdown Comparison

The maximum WTED.DE drawdown since its inception was -19.62%, smaller than the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for WTED.DE and 5MVL.DE.

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Drawdown Indicators

WTED.DE5MVL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

-32.25%

+12.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-11.34%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.62%

-20.60%

+0.98%

Current Drawdown

Current decline from peak

-5.71%

-7.87%

+2.16%

Average Drawdown

Average peak-to-trough decline

-3.58%

-6.39%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.83%

-0.51%

Volatility

WTED.DE vs. 5MVL.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) is 4.06%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 6.91%. This indicates that WTED.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WTED.DE5MVL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

6.91%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

14.22%

-5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

19.42%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

16.24%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

18.62%

-5.23%